Degenerate-Generalized Likelihood Ratio Test for One-Sided Composite Hypotheses

Joint Authors

Pu, Xiaolong
Xiang, Dongdong
Wang, Lei
Li, Yan

Source

Mathematical Problems in Engineering

Issue

Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-11, 11 p.

Publisher

Hindawi Publishing Corporation

Publication Date

2012-07-03

Country of Publication

Egypt

No. of Pages

11

Main Subjects

Civil Engineering

Abstract EN

We propose the degenerate-generalized likelihood ratio test (DGLRT) for one-sided composite hypotheses in cases of independent and dependent observations.

The theoretical results show that the DGLRT has controlled error probabilities and stops sampling with probability 1 under some regularity conditions.

Moreover, its stopping boundaries are constants and can be easily determined using the provided searching algorithm.

According to the simulation studies, the DGLRT has less overall expected sample sizes and less relative mean index (RMI) values in comparison with the sequential probability ratio test (SPRT) and double sequential probability ratio test (2-SPRT).

To illustrate the application of it, a real manufacturing data are analyzed.

American Psychological Association (APA)

Xiang, Dongdong& Pu, Xiaolong& Wang, Lei& Li, Yan. 2012. Degenerate-Generalized Likelihood Ratio Test for One-Sided Composite Hypotheses. Mathematical Problems in Engineering،Vol. 2012, no. 2012, pp.1-11.
https://search.emarefa.net/detail/BIM-1029618

Modern Language Association (MLA)

Xiang, Dongdong…[et al.]. Degenerate-Generalized Likelihood Ratio Test for One-Sided Composite Hypotheses. Mathematical Problems in Engineering No. 2012 (2012), pp.1-11.
https://search.emarefa.net/detail/BIM-1029618

American Medical Association (AMA)

Xiang, Dongdong& Pu, Xiaolong& Wang, Lei& Li, Yan. Degenerate-Generalized Likelihood Ratio Test for One-Sided Composite Hypotheses. Mathematical Problems in Engineering. 2012. Vol. 2012, no. 2012, pp.1-11.
https://search.emarefa.net/detail/BIM-1029618

Data Type

Journal Articles

Language

English

Notes

Includes bibliographical references

Record ID

BIM-1029618